Work

Forward versus Spot Interest Rate Models of the Term Structure

Year: 2000

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2000.319122

Authors: Juan M. Moraleda, Antoon Pelsser

Institutions: Universidad Carlos III de Madrid, ABN AMRO Bank N.V. (Netherlands), Erasmus University Rotterdam

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124862448

FWCI: 7.68

Cites: 18

Cited by: 24

Related to: 10